Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
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Abstract: The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, J. Math. Anal. and Appl. (2009) " is flawed. We give here a corrected proof.
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- Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
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Cited in
(12)- Localization results for densities associated with stable small-noise diffusions
- Exit time and invariant measure asymptotics for small noise constrained diffusions
- Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
- Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise
- Convergence of invariant densities in the small-noise limit
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
- Asymptotic analysis of invariant density of randomly perturbed dynamical systems
- On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems
- Controlled equilibrium selection in stochastically perturbed dynamics
- Limit behavior of the invariant measure for Langevin dynamics
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